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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / May 2008 Vol. 21 No. 1

Equity Premium Puzzle in Korean Stock Market

Insu Kim, Chung-hun Hong

Asian Review of Financial Research

Vol.21 No.1 pp.1-32

Keyword : Equity Premium Puzzles, Calibration, Risk-free Rates, Fundamentals, Dividend Growth Model

Investment Decisions by Firms with an Option to Wait to Invest in Capital Market Equilibrium under Asymmetric Information

Rae Soo Park, Suk Heun Yoon

Asian Review of Financial Research

Vol.21 No.1 pp.33-64

Keyword : Informational Asymmetry, Option to Wait, Investment Efficiency, Capital Market Equilibrium

An Empirical Study on the Information Effect of Abnormal Order Imbalances

Jangkoo Kang, Hyoung-jin Park, Jae Yul Ahn

Asian Review of Financial Research

Vol.21 No.1 pp.65-100

Keyword : Order Imbalances, Net Trading Volume, Information Effect, Domestic Individual Investors, Domestic Institiutional Investors, Foreign Investors

Value-at-Risk Analysis of the Long Memory Volatility Process:The Case of Individual Stock Returns

Sang Hoon Kang, Seong-Min Yoon

Asian Review of Financial Research

Vol.21 No.1 pp.101-130

Keyword : Value-at-Risk (VaR), Long Memory, Asymmetry, Fat Tails, Rescaled Range (R/S) Analysis

Analyst Recommendations and Option Market Reactions

Woojin Kim

Asian Review of Financial Research

Vol.21 No.1 pp.131-180

Keyword : Analyst Recommendations, Implied Volatility, Option Market Overreaction

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